Instead of Inserting Key Frames the Inset tool gets activated
You´re in edit mode at this time; pressing I while in edit mode indeed brings up the Inset tool.

You need to be in Object Mode and have your fan as a single object (no other mesh parts), then press N to bring up your side menue and move it all the way up to the "Transform" menue. Now you can see three values for Location and Rotation (x, y, z). Now hover over one of those values and press I to insert a keyframe.

To make the fan rotate, insert a keyframe for Rotation, go to a different frame (a few seconds at least), find the axis your fan rotates around, set its rotation to a high value and press I again. Now your fan rotates!

If you want to rotate your fan infinite, open up a new window inside of Blender by dragging one of the corner points of your current workspace and set it to "Graph Editor". Select your fan object, then select the axis you rotated in the Graph Editor, press Shift + E and select "Make Cyclic". You´re done!

Hope this helps, and happy blending!